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  • Estimating Nonlinear DSGE Models by the Simulated Method of Moments 

    Ruge-Murcia, Francisco (Université de Montréal. Département de sciences économiques., 2010-11)
    This paper studies the application of the simulated method of moments (SMM) for the estimation of nonlinear dynamic stochastic general equilibrium (DSGE) models. Monte Carlo analysis is employed to examine the small-sample properties of SMM in ...